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A new class of hybrid extragradient algorithms for solving quasi-equilibrium problems. (English) Zbl 1269.49013
Summary: Generalized Nash equilibrium problems are important examples of quasi-equilibrium problems. The aim of this paper is to study a general class of algorithms for solving such problems. The method is a hybrid extragradient method whose second step consists in finding a descent direction for the distance function to the solution set. This is done thanks to a linesearch. Two descent directions are studied and for each one several steplengths are proposed to obtain the next iterate. A general convergence theorem applicable to each algorithm of the class is presented. It is obtained under weak assumptions: the pseudomonotonicity of the equilibrium function and the continuity of the multivalued mapping defining the constraint set of the quasi-equilibrium problem. Finally, some preliminary numerical results are displayed to show the behavior of each algorithm of the class on generalized Nash equilibrium problems.

49J40 Variational inequalities
65K10 Numerical optimization and variational techniques
91A12 Cooperative games
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